Even though this was created on 4/1/2014 - will respond to it regarding its nature.
For console games I found that the NES games were all easy with cheat codes and eventually the Game Genie. Playing games without cheats however I dont think I would have beaten Contra without the UP, UP, DOWN, DOWN, LEFT, RIGHT, LEFT, RIGHT, B, A, Start cheat for 30 lives. There were other titles that I bought up like crazy around 1992 when I worked at KB-Toy Store and was buying up games on sale for like $5 new on close out prices when newer gaming systems caused NES game prices to fall. I'd spend most of my pay checks back then at $3.85 an hour on buying up these NES games.
For NES I think the only game that I beat without cheating was Super Mario Brothers 3. Although the temptation was there to use warp whistles and other tricks. I use to play Mario 3 almost every day through the Winter that I got it for Christmas. That was such a fun game, but I haven't played it in over 18 years.
For PC Games I found Diablo 2 quite challenging and I never completed it. I beat Diablo 1 twice, although that was a dishonest challenge where I thought out a plan to place health bottles all over the floor in the room before releasing diablo with my bags full of health bottles as well and so I was able to just beat on diablo after throwing the lever and back into a corner with the health bottles all over the floor and pick them up and use them and kill diablo easily. On Diablo 2 however this was a more challenging game, better game play, but much larger maps and dungeons. I got about 3/4 way through Act II of Diablo 2 and then I was introduced to World of Warcraft Beta and I got glued to WoW from then on and never got back to finishing Diablo 2. I did however find that Blizzard added netbook support to Diablo 2, and so I installed it to the Netbook with Intel Atom processor, but played all but maybe 45 minutes of it and then got side tracked back to modern games again. World of Warcraft though is not a beatable game. You simply reach a cap of maximum level and maximum gear from crazy low drop rate drops like 0.02% and it takes months if not years to fully gear a character with bind on pickup ( BoP ) items, especially since Blizzard added lockouts to dungeons so you cant just run them over and over for 12 hours straight, you get like 4 or 5 tries at them and then your locked out for like an hour before you can go back and try another 4 or 5 times, however if you have another dungeon or raid that you need some piece of gear from you can alternate between lock outs.
Currently though I have taken a leave of absence from World of Warcraft. When you get to the end-game content and they have you grind the same stuff over and over, and force you to do these groundhog day movie type dailies, and then drop you off at an island called Timeless Isle which lots of stuff makes no sense and they went with the Mario Coin System for EVERYTHING!!! Such as you find a vein of metal to mine and in addition to the ore that you get from mining you are also pulling coins out of the rock that you just hammered, to stealing what should be eggs from a cranes nest and instead you are getting 3 coins and then mauled by 5 x level 90 birds that want to kill you, to killing animals that also give coins. Its just clearly retarded! And best of all you need like 50,000 coins to get a piece of gear so they basically threw all these end-game players to this island to grind low coin drop rate kills, nest theft, and maybe 150 coins from a hidden chest, etc. The only fun thing on the island is the drops from rare spawns. Some of them have some really neat abilities. Only drawback though is that with anything that is cool added to the game, it makes one wonder how long it will be before blizzard decides to degrade a special ability or totally remove it. Sometimes if you looted it before it became obsolete your grandfathered and you get to keep it like the Arcanite Ripper Guitar Axe, and the Furbolg Rod of Transformation, while other items they killed off and removed the cool abilities or benefits of the item likely because someone exploited it in PvP etc.
